Rate of convergence in the strong law of large numbers for a class of U-statistics and von Mises statistics

✍ Scribed by Tasos C. Christofides

• Publisher: Elsevier Science
• Year: 1997
• Tongue: English
• Weight: 255 KB
• Volume: 31
• Category: Article
• ISSN: 0167-7152
• DOI: 10.1016/s0167-7152(96)00034-x

✦ Synopsis

For the class of U-statistics based on multidimensionally indexed random variables introduced in Christofides ( ), an improved rate of convergence in the strong law of large numbers is obtained using martingale inequalities and other results. In addition, the same rate of convergence is obtained for the class of associated yon Mises statistics.